+291.1%
VTI vs FIVE
+505.3%
-214.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.1% |
| 7D | +3.4% | +2.4% | +0.9% | +2.8% |
| 30D | -2.3% | +15.8% | -18.1% | -5.3% |
| 3M | -2.2% | +3.8% | -5.9% | -3.3% |
| 6M | +3.3% | +18.5% | -15.3% | -1.4% |
| YTD | +12.1% | +31.2% | -19.1% | +4.1% |
| 1Y | +12.2% | +61.8% | -49.6% | -0.5% |
| 3Y | +78.0% | +39.9% | +38.2% | +54.0% |
| 5Y | +65.2% | +18.3% | +46.9% | +43.7% |
| All | +291.1% | +505.3% | -214.2% | +148.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FIVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling